Table 5.
Differences in ARL & average restart numbers, IC ARL 370, steady-state size 1.
| ARL difference | |||||||
|---|---|---|---|---|---|---|---|
| TS minus CUSUM FIR | |||||||
| 0.10 | 0.25 | 0.50 | 0.75 | 1.00 | 1.25 | 1.50 | |
| 0.20 | −33.046 | −60.457 | −117.435 | −163.546 | −198.784 | −225.497 | −245.388 |
| 0.50 | −8.705 | −7.706 | −17.437 | −34.055 | −54.600 | −77.541 | −100.451 |
| 1.00 | −4.475 | −2.218 | −2.314 | −4.160 | −7.415 | −12.244 | −18.591 |
| 1.50 | −3.163 | −1.428 | −0.915 | −1.162 | −1.804 | −2.878 | −4.430 |
| 2.00 | −2.483 | −1.113 | −0.583 | −0.548 | −0.701 | −0.992 | −1.431 |
| 2.50 | −2.060 | −0.937 | −0.457 | −0.360 | −0.373 | −0.449 | −0.587 |
| 3.00 | −1.773 | −0.827 | −0.396 | −0.282 | −0.246 | −0.250 | −0.289 |
| −7.958 | −10.670 | −19.934 | −29.159 | −37.703 | −45.693 | −53.024 | |
| Average restart number difference | |||||||
| TS minus CUSUM FIR | |||||||
| k | 0.10 | 0.25 | 0.50 | 0.75 | 1.00 | 1.25 | 1.50 |
| – | 0.034 | 0.034 | 0.030 | 0.019 | 0.010 | 0.009 | 0.012 |